Performance Measurements of Hedge FundsWed, 01/09/2010 (All day)
Conducted by : FinTuition
Course Director: Jacob Schmidt
Exercise Using Laptops: Delegates will use data from different hedge funds and indices and compute returns, NAV and VAMI using Excel spreadsheets. The practices of calculating as well as understanding the relationship between numbers are key objectives. This will be done against the background?
How to calculate Annualised Averages
Analysis of Higher Momentums
Case Study: Pros and cons of the use of these parameters. Delegates will be able to understand the value of higher momentum analysis in hedge funds and indices.
Regression and Correlation Analysis
Exercise: Using different ratios. Delegates will be given hedge fund data, indices and benchmarks and be asked to compute different static and dynamic ratios and explain the outcomes.
The Omega Ratio
Case Study: Using Moving Average and Other Trend Indicators. In this case study delegates will be able to apply traditional chart techniques to the hedge fund world in order to derive signals for the purchase or sale of hedge funds.
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